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V-Lab

Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.12% (-0.27%)
Analysis last updated: Thursday, February 19, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russian Ruble SGARCH
paramt-stat
ω0.90804.05
α0.10299.49
β0.873074.71
γ1-0.1255-1.31
γ20.26391.85
γ3-0.1735-2.54
γ4-0.0440-1.09
γ50.20025.19
γ6-0.2134-4.62
γ70.12162.04
γ80.00400.06
γ9-0.1054-1.64
Estimation Period:
Jan 1, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts